+58.5%
ON vs PFGC
+110.5%
-52.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.6% | -3.5% |
| 7D | -2.2% | -2.4% | +0.3% | -1.0% |
| 30D | -12.4% | -15.8% | +3.3% | -5.1% |
| 3M | -41.2% | -0.6% | -40.6% | -42.2% |
| 6M | +25.0% | +10.7% | +14.3% | +15.4% |
| YTD | +31.3% | +7.6% | +23.6% | +21.4% |
| 1Y | +45.4% | -7.8% | +53.2% | +46.2% |
| 3Y | -27.4% | +63.7% | -91.1% | -48.2% |
| 5Y | +58.5% | +112.3% | -53.8% | -1.8% |
| All | +58.5% | +110.5% | -52.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling